June 1, 2017 / 6:59 AM / 6 months ago

TABLE-Thomson Reuters reference rates for India gilts

  Jun 1 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Thursday follow:

  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  31/08/17 (Tbill)       3M   98.47/48   6.290/6.260    0.25
  30/11/17 (Tbill)       6M   96.93/95   6.380/6.350    0.50
  07.83 pct GOI 2018     1Y  101.04/10   6.549/6.477    0.86
  07.28 pct GOI 2019     2Y  101.46/55   6.491/6.443    2.01
  08.27 pct GOI 2020     3Y  104.49/51   6.604/6.597    3.02
  07.80 pct GOI 2021     4Y  103.54/61   6.739/6.718    3.86
  08.08 pct GOI 2022     5Y  105.07/17   6.893/6.871    5.17
  06.84 pct GOI 2022     6Y  100.20/24   6.795/6.786    5.55
  07.68 pct GOI 2023     7Y  104.12/15   6.886/6.880    6.54
  07.72 pct GOI 2025     8Y  104.00/04   7.056/7.049    7.98
  06.97 pct GOI 2026     9Y  101.31/32   6.775/6.774    9.26
  06.79 pct GOI 2027    10Y  101.02/04   6.648/6.645    9.96
  08.60 pct GOI 2028    11Y  110.20/33   7.239/7.223   11.00
  07.59 pct GOI 2029    12Y  103.42/52   7.154/7.141   11.80
  07.61 pct GOI 2030    13Y  104.77/83   7.041/7.034   12.94
  09.20 pct GOI 2030    14Y  115.61/00   7.342/7.300   13.33
  08.28 pct GOI 2032    15Y  108.10/30   7.367/7.345   14.71
  07.40 pct GOI 2035    19Y  101.05/10   7.293/7.288   18.27
  08.83 pct GOI 2041    24Y  114.65/00   7.513/7.485   24.53
  07.06 pct GOI 2046    30Y   96.85/10   7.321/7.300   29.36

  The yield curve based on the above rates is available on
  Thomson Reuters Graphics           .

      For liquid Government of India securities, please double
  click in the brackets            .
      For further details, double click on              and
              .
      (Mumbai Rate Reporting Unit, +91 22 6180-7222/3317 7222, rru.data@thomsonreuters.com)

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